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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Creal, Drew"
~person:"Magnusson, Leandro M."
~subject:"Theory"
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Volatility
Yield curve
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Estimation
5
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Stochastischer Prozess
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Volatilität
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Creal, Drew
Magnusson, Leandro M.
Todorov, Viktor
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8
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Kaiser, Ulrich
6
Aït-Sahalia, Yacine
5
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Francq, Christian
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Metiu, Norbert
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Aruoba, S. Borağan
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1
Uncertainty shocks and inflation dynamics in the U.S.
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012601651
Saved in:
2
Identification robust empirical evidence on the Euler equation in open economies
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012208734
Saved in:
3
Empirical evidence on the dynamics of investment under uncertainty in the U.S.
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012208719
Saved in:
4
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
5
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
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